Game Engine - Smoke Trails For Moving Objects?
I cannot think of a solution that does not require coding.
One simple-ish solution is to stretch the sphere based on the velocity, so that it is forced to join with the ones infront/behind.



Consider using an object that deforms. This means that there are no particles that spawn far enough apart to be distinguished. This method is used in some AAA titles such as Tomb raider:

There is an small analysis of this effect (where I pulled this image from) over here.

Unfortunately there is no built-in method for doing this, but I have done it successfully in the past. For example, the trails in this video are done using a python script to manually move the vertices:
https://youtu.be/l1PHHe-kz4k?t=1m2s
Monster has made a demo of a similar system available here.

It may be possible to do something here with an IK armature and some physics object that 'lag' behind the target, but I have not tried it.



I have also seen demonstrations of GPU based solutions using a custom vertex shader. This should offer a lot more performance but is beyond my current GLSL programming skills.